The Remote Desktop client uses a open protocol (Remote Desktop Protocol) is a developed by Microsoft, which provides a user with a graphical desktop experience interface to another computer.
A client comes with every version of Windows since XP, though each has different versions of the client. Upgrades are available from Microsoft to update the client in older versions.
A shortcut is provided on the Start Menu in the default installation of these versions of Windows.
Application is located by default: %windir%\system32\
Screen shot:

Screen shot of command line switches:
